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is no evidence of the difference in market discipline between bank ownership and risks in the Vietnamese banking system …. Our research has implications for bank supervisors, policy-makers, and bank managers. …
Persistent link: https://www.econbiz.de/10012214690
Persistent link: https://www.econbiz.de/10009712713
Profitability of bank (ROA), Size, Liquidity (LDR), Loan loss reserve and Regulation pressure. Besides, the banking risk is … expressed in terms of Non-performing loan ratio which strongly involves in bank credit risk, and it is also determined by …
Persistent link: https://www.econbiz.de/10014258604
stability over a period from 2016 to 2021 in Vietnam. After building a bank stability index by combining the principal …This paper aims to examine the moderating role of shadow banking in relation to the impact of bank competition on bank … components of CAMELS through Principal Component Analysis (PCA), and the Lerner index as a measure of bank competition, this …
Persistent link: https://www.econbiz.de/10014503282
This paper develops a model of banking to study the risk-taking consequences of contingent capital (CC). It begins with the observation that partial conversion of CC provides its owners with a portfolio of equity and debt. Since the former (latter) asset typically induces a preference for risk...
Persistent link: https://www.econbiz.de/10011921926
We examine the optimal size and composition of banks' total loss absorbing capacity (TLAC). Optimal size is driven by the trade-off between providing liquidity services through deposits and minimizing deadweight default costs. Optimal composition (equity vs. bail-in debt) is driven by the...
Persistent link: https://www.econbiz.de/10011978192
instead that NBFI and bank businesses and risks are so interwoven that they are better described as having transformed over … contingent liquidity risk from the provision of credit lines to NBFIs; and (iii) empirical work confirms bank-NBFI linkages …
Persistent link: https://www.econbiz.de/10015069766
We investigate the relationship between bank complexity and bank risk-taking using German banking data over the period …
Persistent link: https://www.econbiz.de/10012510180
the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …
Persistent link: https://www.econbiz.de/10012697108
Bank capital requirements are based on a mix of market values and book values. We investigate the effects of a policy … banking organizations. Our analysis is based on security-level data on individual bank portfolios matched to bond …
Persistent link: https://www.econbiz.de/10011868435